-54.5%
CSGP vs CNH
+10.4%
-64.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.7% |
| 7D | +13.9% | -0.4% | +14.2% | +13.9% |
| 30D | +16.0% | -15.2% | +31.2% | +14.8% |
| 3M | +6.1% | +4.3% | +1.8% | +6.6% |
| 6M | -8.2% | +10.1% | -18.2% | -7.6% |
| YTD | -52.3% | +23.2% | -75.5% | -56.1% |
| 1Y | -54.5% | +8.5% | -63.0% | -55.9% |
| All | -54.5% | +10.4% | -64.9% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling